Skip to Content

Big news:Composer has joined SoFi!Read the blog post

Symphonies
Just Run This FTLT | Every Large Cap
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it checks the market trend. In uptrends it holds a defensive mega‑cap mix, but briefly flips to a volatility hedge if things look too hot. In downtrends it buys oversold tech rebounds; otherwise stays defensive or market‑neutral.
NutHow it works
First check trend: is the S&P 500 above its 200‑day average? If yes: when a 10‑day heat gauge (RSI, 0–100; >80 = very hot) on major indexes/sectors flashes extreme, go to VIXY (tends to jump when fear/volatility spikes). Otherwise hold a low‑vol mix of mega‑cap stocks, sized by recent calmness. If no: buy quick rebounds in tech/semis via 3× funds (SOXL/TECL) when RSI <30; else if the 30‑day trend is ok keep the mega‑cap mix; otherwise use BTAL (market‑neutral defense).
CheckmarkValue prop
Out-of-sample, this strategy targets ~40% annualized returns with a Calmar ~1.45, beating the S&P 500's ~21% annualized return. It uses regime filters and volatility hedges to capture upside while managing risk, though drawdowns can reach ~27.7%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.540.490.060.24
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
711.3%15.26%-2.01%12.22%0.93
Just Run This FTLT | Every Large Cap
398,325.9%75.48%0.27%-1.17%1.83
Initial Investment
$10,000.00
Final Value
$39,842,589.68
Regulatory Fees
$75,536.79
Total Slippage
$709,801.70
Invest in this strategy
OOS Start Date
Apr 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, regime filter, rsi-based timing, volatility hedge (vixy), leveraged etfs (soxl/tecl), large-cap quality, market-neutral (btal)
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks
HD
Home Depot, Inc.
Stocks
IYY
iShares Dow Jones U.S. ETF
Stocks
JNJ
Johnson & Johnson
Stocks
JPM
JPMorgan Chase & Co.
Stocks
LLY
Eli Lilly & Co.
Stocks
MA
Mastercard Incorporated
Stocks
MRK
Merck & Co., Inc.
Stocks
NVO
Novo-Nordisk A/S
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"Just Run This FTLT | Every Large Cap" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Just Run This FTLT | Every Large Cap" is currently allocated toMRK, NVO, JNJ, LLY, MA, UNH, V, JPM, HD, PG, WMTandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Just Run This FTLT | Every Large Cap" has returned 40.06%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Just Run This FTLT | Every Large Cap" is 27.70%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "Just Run This FTLT | Every Large Cap", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.